I have a filter that removes the attachment from an incoming message into a predefined folder. I then move the message to another folder, but the attachment is saved with the message, even though I have removed the attachment.

This can be done in many ways. Check filter action options. You can even delete some kind of attachmends like for example *.pdf. It's easy to make it work with hidden .bat proc create *.bat file put del c:\attachments *.pdf and then save attachments to c:\attachments and then call proc .bat and all pdf attachments will be removed. If you wanna remove all attachments then use *.* in the *.bat proc file.